The first document to populate the new Amy's How To document space on the blog is on Limiting Internet Access to a Few URL's using ISA 2004 and Group Policy. It is available for download from the link in the right hand column.
This document is handy when you want to limit internet access to a select few URL's. I use a combination of ISA and Group Policy to achieve Internet Access control bliss. ISA controls where users can go and group policy pre-populates the Favorites list in IE with the allowed destinations. This prevents users from having to guess which sites they are allowed to visit.
I hope that you will find this article useful.